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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Della Corte, Pasquale"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
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Risk premium
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Della Corte, Pasquale
Phillips, Peter C. B.
66
Franses, Philip Hans
60
Gil-Alaña, Luis A.
55
Fabozzi, Frank J.
52
Gupta, Rangan
45
Caporale, Guglielmo Maria
38
Koop, Gary
32
Timmermann, Allan
32
Wong, Wing Keung
31
Korn, Ralf
30
Taylor, Robert
30
Ghysels, Eric
29
Kumbhakar, Subal
29
Leybourne, Stephen James
29
Perron, Pierre
29
Pesaran, M. Hashem
29
Serletis, Apostolos
29
Satchell, Stephen
28
Koopman, Siem Jan
27
McAleer, Michael
27
Moosa, Imad A.
27
Escobar, Marcos
26
Granger, C. W. J.
26
Hendry, David F.
26
Bollerslev, Tim
25
Harvey, Andrew C.
25
Herwartz, Helmut
25
Hong, Yongmiao
25
Li, Duan
25
Lütkepohl, Helmut
25
Engle, Robert F.
24
Taylor, Mark P.
24
Chang, Tsangyao
23
Härdle, Wolfgang
23
Lucas, André
23
Mills, Terence C.
23
Peel, David
23
Wohar, Mark E.
23
Bahmani-Oskooee, Mohsen
22
Brooks, Robert
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Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The review of financial studies
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ECONIS (ZBW)
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1
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
2
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
3
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
4
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
5
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3491-3530
Persistent link: https://www.econbiz.de/10003885717
Saved in:
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